RLI Corp. (RLI)
NYSE: RLI
· Real-Time Price · USD
64.54
1.07 (1.69%)
At close: Oct 03, 2025, 3:59 PM
64.53
-0.02%
After-hours: Oct 03, 2025, 05:29 PM EDT
RLI Delta Exposure By Expiry
The total Delta Exposure (DEX) for RLI across all expirations shows 642.22 net shares that market makers must hedge, with 2,575.42 from calls and 1,933.2 from puts. The put-call delta ratio of 0.75 suggests neutral market maker positioning.
RLI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 90.15 | 0 | 90.15 | 0.00 |
| Nov 21, 25 | 0 | -56.02 | -56.02 | n/a |
| Dec 19, 25 | 2,148.24 | -1,345.75 | 802.49 | 0.63 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 337.03 | -531.43 | -194.4 | 1.58 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |